| Description |
xxi, 550 pages : illustrations ; 26 cm + 1 computer optical disc (4 3/4 in) |
|
4 3/4 in |
| Series |
Prentice Hall finance series |
|
Prentice Hall finance series.
|
| Contents |
Ch. 1. Introduction -- Ch. 2. Mechanics of futures markets -- Ch. 3. Hedging strategies using futures -- Ch. 4. Interest rates -- Ch. 5. Determination of forward and futures prices -- Ch. 6. Interest rate futures -- Ch. 7. Swaps -- Ch. 8. Mechanics of options markets -- Ch. 9. Properties of stock options -- Ch. 10. Trading strategies involving options -- Ch. 11. Introduction to binomial trees -- Ch. 12. Valuing stock options : the black-scholes model -- Ch. 13. Options on stock indices and currencies -- Ch. 14. Futures options -- Ch. 15. The Greek letters -- Ch. 16. Valuation using binomial trees -- Ch. 17. Volatility smiles -- Ch. 18. Value at risk -- Ch. 19. Interest rate options -- Ch. 20. Exotic options and other nonstandard products -- Ch. 21. Credit derivatives -- Ch. 22. Weather, energy, and insurance derivatives -- Ch. 23. Derivatives mishaps and what we can learn form them |
| Summary |
Accompanying CD-ROM contains ... "DerivaGem Version 1.51." -- CD-ROM label |
| Notes |
Includes index |
|
Accompanying CD-ROM has title: DerivaGem Version 1.51 |
| Bibliography |
Includes bibliographical references and index |
| Notes |
System requirements for CD-ROM: Windows 98, 2000, NT v4, ME, or XP |
| Subject |
Futures market.
|
|
Options (Finance)
|
|
Futures market -- Problems, exercises, etc.
|
|
Options (Finance) -- Problems, exercises, etc.
|
| Genre/Form |
Problems and exercises.
|
|
Problems and exercises.
|
| Author |
Silverman, Gary.
|
| LC no. |
2004044690 |
| ISBN |
0131273949 |
|
0131445650 alkaline paper |
|
0131479210 alkaline paper |
|
0131495399 CD-ROM |
|
